statsmodels.sandbox.regression.gmm.GMM.gradient_momcond

GMM.gradient_momcond(params, epsilon=0.0001, centered=True)

gradient of moment conditions

Parameters

paramsndarray

parameter at which the moment conditions are evaluated

epsilonfloat

stepsize for finite difference calculation

centeredbool

This refers to the finite difference calculation. If centered is true, then the centered finite difference calculation is used. Otherwise the one-sided forward differences are used.

TODO: looks like not used yet

missing argument weights